Let ( = {(1, (2,...} and let A be a -field of subsets of (. Then show
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(i) A = P(() if and only if {(i} ( A for all (i.
(ii) A measure μ on A(=P (()) is determined by defining μ ({(i}), i ( 1.
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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